Expected return beta relationship

• Implication of the CAPM that security risk premiums will be proportional to beta.


Follow this link for all the terms related to return.

 Embedded terms in definition
Risk premium
 Related Terms
After tax real rate of return
Annualized holding period return
Arithmetic average mean rate of return
Arithmetic mean return
Average accounting return
Average rate of return
Beta coefficient
Beta equation mutual funds
Beta equation stocks
Beta mutual funds
Country beta
Cumulative abnormal return
Dollar return
Dollar weighted rate of return
Ex post return
Exante return
Excess return on the market portfolio
Expected basis
Expected excess return
Expected future cash flows
Expected future return
Expected return
Expected return on investment
Expected value
Expected value of a return
Expected value of perfect information
Expected volatility
Fixed or semi fixed relationship
Floating relationship
Foreign market beta
Fundamental beta
Geometric mean return
Holding period return
Horizon return
Implied return
Incremental internal rate of return
Internal rate of return
Internal rate of return approach
Internal rate of return irr
Leveraged beta
Leveraged required return
Market return
Market risk return function
Money rate of return
Multiple rates of return
Portfolio internal rate of return
Potential total return
Price volume relationship
Principal agent relationship
Promised return
Put call parity relationship
Rate of return
Rate of return ratios
Real rate of return
Real return bonds
Realized return
Required return
Return on assets
Return on equity
Return on investment
Return on total assets
Return to maturity expectations
Risk adjusted return
Risk return tradeoff
Safety net return
Subperiod return
T period holding period return
Time weighted rate of return
Total dollar return
Total rate of return
Unleveraged beta
Unleveraged required return
Zero beta portfolio

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